+852.3%
THC vs ALC
+30.3%
+822.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +1.3% |
| 7D | +8.8% | +2.3% | +6.5% | +7.4% |
| 30D | +10.0% | +15.5% | -5.5% | +0.6% |
| 3M | +11.7% | +0.6% | +11.1% | +10.9% |
| 6M | +52.5% | +18.4% | +34.1% | +36.2% |
| YTD | +46.1% | -5.6% | +51.6% | +47.6% |
| 1Y | +49.1% | 0.0% | +49.1% | +44.4% |
| 3Y | +439.6% | +2.8% | +436.8% | +383.4% |
| 5Y | +263.2% | -8.8% | +271.9% | +252.4% |
| All | +852.3% | +30.3% | +822.1% | +568.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling